| IBC3 Etf | | | EUR 4.55 0.02 0.44% |
IShares Core total-risk-alpha technical analysis lookup allows you to check this and other technical indicators for iShares Core MSCI or any other equities. You can select from a set of available technical indicators by clicking on the link to the right. Please note, not all equities are covered by this module due to inconsistencies in global equity categorizations and data normalization technicques. Please check also
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iShares Core MSCI has current Total Risk Alpha of 0.0356. The total risk alpha measures the performance of an asset by comparing its returns with those of a selected benchmark portfolio.
Total Risk Alpha | = | RFR + (ER[b] - ER[a]) | x | STD[a] / STD[b] |
| = | 0.0356 | |
| ER[a] | = | Expected return on investing in IShares Core |
| ER[b] | = | Expected return on market index or selected benchmark |
| STD[a] | = | Standard Deviation of returns on IShares Core |
| STD[b] | = | Standard Deviation of selected market or benchmark |
| RFR | = | Risk Free Rate of return. Typically T-Bill Rate |
IShares Core Total Risk Alpha Peers Comparison
IShares Total Risk Alpha Relative To Other Indicators
iShares Core MSCI is rated
second overall ETF in total risk alpha as compared to similar ETFs. It is currently under evaluation in maximum drawdown as compared to similar ETFs reporting about
140.57 of Maximum Drawdown per Total Risk Alpha. The ratio of Maximum Drawdown to Total Risk Alpha for iShares Core MSCI is roughly
140.57 The benchmark portfolio represents the market risk matched to the total risk of the stock ETF or fund.
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